I believe the problem may be because the trading hour templates are different between the instruments. Is that correct? I've included the code below.
AddPlot(Brushes.Orange, "T");
}
else if (State == State.Configure)
{
AddDataSeries("ES 12-19", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
AddDataSeries("^SP500", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
}
}
protected override void OnBarUpdate()
{
Values[0][0] = Closes[2][0] - Closes[1][0];
}
Comment